Abstract
This chapter provides a smooth introduction to MEVT via D-norms. Standard references to MEVT are Balkema and Resnick (1977); de Haan and Resnick (1977); Resnick (1987); Vatan (1985); Beirlant et al. (2004); de Haan and Ferreira (2006), and Falk et al. (2011), among others. For the sake of completeness and for easier reference, we list some basics, starting with univariate extreme value theory.
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References
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Falk, M. (2019). D-Norms & Multivariate Extremes. In: Multivariate Extreme Value Theory and D-Norms. Springer Series in Operations Research and Financial Engineering. Springer, Cham. https://doi.org/10.1007/978-3-030-03819-9_2
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